Graphical representations and associated goodness-of-fit tests for Pareto and log-normal distributions based on inequality curves. Issue 3 (2nd October 2021)

• Record Type: Journal Article
• Authors: Taufer, Emanuele; Santi, Flavio; Espa, Giuseppe; Dickson, Maria Michela
• Is Part Of: Journal of nonparametric statistics. Volume 33:Issue 3/4(2021)
• Page Start: 464
• Page End: 481
• Publication Date: 2021-10-02
• Subjects: Tail index -- Pareto tail -- graphical analysis -- nonparametric estimation -- parametric bootstrap; Nonparametric statistics -- Periodicals; 519.5
• DOI: 10.1080/10485252.2021.1977300
• Languages: English
• ISSNs: 1048-5252

Abstract

Abstract : The Pareto and the Log-normal distributions can be characterised by having constant inequality curves. After providing formal proofs, these results will be exploited to obtain graphical and analytical tools for analysis and goodness-of-fit tests for these distributions. Order-statistics-based estimators of the curves will be presented and discussed. Examples with simulated and real-data will be used to show how the tools presented work in practice.